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The Diversification Benefits of Commodity Futures Indexes: A Mean‐Variance Spanning Test
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The Diversification Benefits of Commodity Futures Indexes: A Mean‐Variance Spanning Test (2008)The Diversification Benefits of Commodity…An R-vine copula analysis of non-ferrous metal futures with application in Value-at-Risk forecasting (2021)An R-vine copula analysis of …Measuring and Testing the Impact of News on Volatility (1993)Evaluating Interval Forecasts (1998)An Introduction to Copulas (1999)
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  • 2021An R-vine copula analysis of non-ferrous metal futures with application in Value-at-Risk forecasting24 cited

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